Modern stochastics and applications
By: Volodymyr Korolyuk ... [and 4 others], editors
Contributors: International Conference "Modern Stochastics: Theory and Applications" (3rd : 2012 : Kyïvsʹkyĭ nat︠s︡ionalʹnyĭ universytet imeni Tarasa Shevchenka)
Series: Springer Optimization and Its Applications -- volume 90; Springer optimization and its applications -- v.90.
Publisher: Springer
Published: 2014
Place of publication: Cham; New York
Language: eng
Number of pages: 349
ISBN-13: 9783319035116; 9783319035123
Copyright date: 2014
Subjects: Stochastic processes; Congresses; Stochastischer Prozess
Description: This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a  great source of inspiration for designing new algorithms, modeling procedures, and experiments. Accessible to researchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas, and methodologies in the fields of optimization, physics, finance, probability, hydrodynamics, reliability, decision making, mathematical finance, mathematical physics, and economics. Contributions to this Work include those of selected speakers from the international conference entitled “Modern Stochastics: Theory and Applications III,”  held on September 10 –14, 2012 at Taras Shevchenko National University of Kyiv, Ukraine. The conference covered the following areas of research in probability theory and its applications: stochastic analysis, stochastic processes and fields, random matrices, optimization methods in probability, stochastic models of evolution systems, financial mathematics, risk processes and actuarial mathematics, and information security.
Notes: Includes bibliographical references.
Table of contents: title: Comparing Brownian stochastic integrals for the convex order; title: Application of sub-Gaussian random processes in qeueing theory; title: A review on time-changed pseudoprocesses and related distributions; title: Reciprocal processes : a stochastic analysis approach; title: Probabilistic counterparts of nonlinear parabolic partial differential equation systems; title: Finite-time blowup and existence of global positive solutions of a semi-linear stochastic partial differential equation with fractional noise; title: Hydrodynamics and stochastic differential equation with Sobolev coefficients; title: Elementary pathwise methods for nonlinear parabolic and transport type stochastic partial differential equations with fractal noise; title: Stochastic partial differential equations driven by general stochastic measures; title: Exponential convergence of degenerate hybrid stochastic systems with full dependence; title: Asymptotic behaviour of the distribution density of the fractional Lévy motion; title: Large deviations for random evolutions in the scheme of asymptotic small diffusion; title: Limit theorems for excursion sets of stationary random fields; title: Ambit processes, their volitility determination and their applications; title: Some functional analytic tools for utility maximization; title: Maximization of the survival probability by franchise and deductible amounts in the classical risk model; title: Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion; title: Minimum contrast method for parameter estimation in the spectral domain; title: Conditional estimators in exponential regression  with errors in covariates